BRITANNIA
Britannia Industries Ltd
Historical option data for BRITANNIA
12 Dec 2024 10:11 AM IST
| BRITANNIA 26DEC2024 5150 CE | ||||||||||
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Delta: 0.13
Vega: 2.04
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 4878.10 | 13.7 | -2.55 | 22.19 | 290 | -24 | 717 | |||
| 11 Dec | 4889.50 | 16.25 | 5.05 | 22.12 | 1,293 | 95 | 738 | |||
| 10 Dec | 4787.25 | 11.2 | -0.45 | 24.16 | 232 | 55 | 643 | |||
| 9 Dec | 4793.00 | 11.65 | -9.85 | 23.66 | 654 | 20 | 591 | |||
| 6 Dec | 4870.85 | 21.5 | -1.20 | 21.73 | 321 | 59 | 572 | |||
| 5 Dec | 4872.00 | 22.7 | 0.50 | 21.88 | 943 | 116 | 513 | |||
| 4 Dec | 4851.55 | 22.2 | -8.60 | 22.14 | 770 | 55 | 397 | |||
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| 3 Dec | 4909.60 | 30.8 | -3.20 | 20.52 | 301 | 10 | 344 | |||
| 2 Dec | 4907.25 | 34 | -11.40 | 20.75 | 425 | 27 | 328 | |||
| 29 Nov | 4941.15 | 45.4 | -1.80 | 20.39 | 217 | 54 | 301 | |||
| 28 Nov | 4923.65 | 47.2 | -14.10 | 20.88 | 141 | 35 | 244 | |||
| 27 Nov | 4984.15 | 61.3 | -22.05 | 19.86 | 59 | 15 | 209 | |||
| 26 Nov | 5013.60 | 83.35 | 44.05 | 21.69 | 277 | 135 | 193 | |||
| 25 Nov | 4903.95 | 39.3 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 22 Nov | 4848.35 | 39.3 | 1.85 | 21.09 | 2 | 0 | 56 | |||
| 21 Nov | 4803.35 | 37.45 | -32.55 | 23.24 | 52 | 20 | 56 | |||
| 20 Nov | 4892.70 | 70 | 0.00 | 23.96 | 12 | 6 | 36 | |||
| 19 Nov | 4892.70 | 70 | 0.00 | 23.96 | 12 | 6 | 36 | |||
| 18 Nov | 4911.35 | 70 | -19.70 | 22.17 | 12 | 7 | 31 | |||
| 14 Nov | 4915.60 | 89.7 | -20.30 | 23.66 | 12 | 0 | 14 | |||
| 13 Nov | 5046.50 | 110 | -18.00 | 18.73 | 1 | 0 | 13 | |||
| 12 Nov | 5027.55 | 128 | 21.65 | 17 | 14 | 14 | ||||
For Britannia Industries Ltd - strike price 5150 expiring on 26DEC2024
Delta for 5150 CE is 0.13
Historical price for 5150 CE is as follows
On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 13.7, which was -2.55 lower than the previous day. The implied volatity was 22.19, the open interest changed by -24 which decreased total open position to 717
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 16.25, which was 5.05 higher than the previous day. The implied volatity was 22.12, the open interest changed by 95 which increased total open position to 738
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 11.2, which was -0.45 lower than the previous day. The implied volatity was 24.16, the open interest changed by 55 which increased total open position to 643
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 11.65, which was -9.85 lower than the previous day. The implied volatity was 23.66, the open interest changed by 20 which increased total open position to 591
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 21.5, which was -1.20 lower than the previous day. The implied volatity was 21.73, the open interest changed by 59 which increased total open position to 572
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 22.7, which was 0.50 higher than the previous day. The implied volatity was 21.88, the open interest changed by 116 which increased total open position to 513
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 22.2, which was -8.60 lower than the previous day. The implied volatity was 22.14, the open interest changed by 55 which increased total open position to 397
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 30.8, which was -3.20 lower than the previous day. The implied volatity was 20.52, the open interest changed by 10 which increased total open position to 344
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 34, which was -11.40 lower than the previous day. The implied volatity was 20.75, the open interest changed by 27 which increased total open position to 328
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 45.4, which was -1.80 lower than the previous day. The implied volatity was 20.39, the open interest changed by 54 which increased total open position to 301
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 47.2, which was -14.10 lower than the previous day. The implied volatity was 20.88, the open interest changed by 35 which increased total open position to 244
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 61.3, which was -22.05 lower than the previous day. The implied volatity was 19.86, the open interest changed by 15 which increased total open position to 209
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 83.35, which was 44.05 higher than the previous day. The implied volatity was 21.69, the open interest changed by 135 which increased total open position to 193
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 39.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 39.3, which was 1.85 higher than the previous day. The implied volatity was 21.09, the open interest changed by 0 which decreased total open position to 56
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 37.45, which was -32.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by 20 which increased total open position to 56
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 36
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 36
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 70, which was -19.70 lower than the previous day. The implied volatity was 22.17, the open interest changed by 7 which increased total open position to 31
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 89.7, which was -20.30 lower than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 14
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 110, which was -18.00 lower than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 13
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 128, which was lower than the previous day. The implied volatity was 21.65, the open interest changed by 14 which increased total open position to 14
| BRITANNIA 26DEC2024 5150 PE | |||||||
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Delta: -0.87
Vega: 2.02
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 4878.10 | 262.15 | 2.75 | 21.81 | 1 | 0 | 1 |
| 11 Dec | 4889.50 | 259.4 | -32.75 | 23.09 | 4 | -3 | 0 |
| 10 Dec | 4787.25 | 292.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4793.00 | 292.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 4870.85 | 292.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 4872.00 | 292.15 | 43.10 | 25.95 | 1 | 0 | 4 |
| 4 Dec | 4851.55 | 249.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4909.60 | 249.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4907.25 | 249.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 4941.15 | 249.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 4923.65 | 249.05 | 2.20 | 25.36 | 4 | 0 | 2 |
| 27 Nov | 4984.15 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 5013.60 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 4903.95 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 4848.35 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 4803.35 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 4892.70 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4892.70 | 246.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 4911.35 | 246.85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 4915.60 | 246.85 | 224.60 | 21.73 | 2 | 1 | 1 |
| 13 Nov | 5046.50 | 22.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 5027.55 | 22.25 | - | 0 | 0 | 0 | |
For Britannia Industries Ltd - strike price 5150 expiring on 26DEC2024
Delta for 5150 PE is -0.87
Historical price for 5150 PE is as follows
On 12 Dec BRITANNIA was trading at 4878.10. The strike last trading price was 262.15, which was 2.75 higher than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 1
On 11 Dec BRITANNIA was trading at 4889.50. The strike last trading price was 259.4, which was -32.75 lower than the previous day. The implied volatity was 23.09, the open interest changed by -3 which decreased total open position to 0
On 10 Dec BRITANNIA was trading at 4787.25. The strike last trading price was 292.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BRITANNIA was trading at 4793.00. The strike last trading price was 292.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BRITANNIA was trading at 4870.85. The strike last trading price was 292.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec BRITANNIA was trading at 4872.00. The strike last trading price was 292.15, which was 43.10 higher than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 4
On 4 Dec BRITANNIA was trading at 4851.55. The strike last trading price was 249.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BRITANNIA was trading at 4909.60. The strike last trading price was 249.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BRITANNIA was trading at 4907.25. The strike last trading price was 249.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BRITANNIA was trading at 4941.15. The strike last trading price was 249.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov BRITANNIA was trading at 4923.65. The strike last trading price was 249.05, which was 2.20 higher than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 2
On 27 Nov BRITANNIA was trading at 4984.15. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BRITANNIA was trading at 5013.60. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BRITANNIA was trading at 4903.95. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BRITANNIA was trading at 4848.35. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BRITANNIA was trading at 4803.35. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BRITANNIA was trading at 4892.70. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BRITANNIA was trading at 4911.35. The strike last trading price was 246.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov BRITANNIA was trading at 4915.60. The strike last trading price was 246.85, which was 224.60 higher than the previous day. The implied volatity was 21.73, the open interest changed by 1 which increased total open position to 1
On 13 Nov BRITANNIA was trading at 5046.50. The strike last trading price was 22.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BRITANNIA was trading at 5027.55. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
